Forschungsgruppe "Stochastische Algorithmen und Nichtparametrische Statistik"

Seminar "Modern Methods in Applied Stochastics and Nonparametric Statistics" Winter semester 2011/12

Place: Weierstrass-Institute for Applied Analysis and Stochastics
Room 406 (4th floor), Mohrenstraße 39, 10117 Berlin
Time: Tuesdays, 3.00 p.m. - 4.00 p.m.
05.09.2011 Prof. Mikhail Malioutov (Northeastern University, Boston)
Postponed on Monday, 3pm, Room 405 Greedy separate testing of sparse inputs
20.09.2011 Prof. Michael Tretyakov (University of Leicester)
Numerical integration of Heath-Jarrow-Morton model of interest rates
11.10.2011
18.10.2011
25.10.2011
01.11.2011
08.11.2011
15.11.2011
22.11.2011 Vladimir Panov (Universität Duisburg Essen)
Abelian theorem for stochastic volatility models and semiparametric estimation of the signal space
29.11.2011
06.12.2011 Dr. Elmar Diederichs (WIAS)
Adaptive Weights Clustering
13.12.2011 Jianing Zhang (WIAS)
Dual representations for general multiple stopping problems
20.12.2011
27.12.2011 No Talk
03.01.2012 No Talk
10.01.2012 Richard Metzler (University of Texas, UTSA)
Online Prediction for Simultaneous Compression & Encryption
17.01.2012 Paul Gassiat (Université Paris Diderot, LPMA)
Optimal Investment and Consumption in a Mixed Liquid/Illiquid Market
24.01.2012 Palmen Turkedjiev (HU Berlin)
Approximating discrete backwards stochastic differential equations using least squares regression
31.01.2012 No Talk
07.02.2012
14.02.2012


last reviewed: April, 25, 2012, Christine Schneider, Karsten Tabelow